Recently a number of activities have been devoted to the study of
the statistical and topological properties of the financial networks [1]}, [2]}, [3]}, [4]}, [5]}, [6]}.
In this paper
we concentrate our attention on the interactions between the communities.
Two financial networks, i.e., the MST tree and PMFG graph are first generated from the
cross-correlation matrix of the financial market.
Then the Infomap method is
applied to capture the interaction structure of the communities from the MST tree and PMFG graph.
In common terminology, a community in a financial market is also called a business sector, since its stocks usually share common economic properties.
In the RMT theory, a business sector may split into the positive and negative subsectors,
which are anti-correlated each other [7]}.
In the present paper, such a phenomenon is also observed in the community structure of the sector mode obtained from the MST tree and PMFG graph.
In these cases, a subsector is usually considered to be a single community,
but for convenience, we may still use the word “a business sector” to represent “a business sector (subsector)”.
